Upgrading to pro simply gives you more features on your site here at wordpress.com. You site is still hosted here, so all the restrictions and limitations still apply, and that means that you still cannot upload or use themes from outside of wordpress.com. You are limited to the themes shown in the dashboard at appearance > themes. Themes here have to be modified to work here and due to the multi-user structure here, it is not possible to use themes from outside.
To use themes you find on the internet, you would have to self-host a wordpress installation on a third-party hosting service such as godaddy, bluehost, etc., using the wordpress software from wordpress.ORG. Figure an average monthly cost, all things considered of $10 to $25, depending on your requirements and payment plan.
The differences between wordpress.com and wordpress.org (self-hosted) sites.